CBOE EFA ETF Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:164.79% (+60.40%)
Parameter Estimates
param | t-stat | |
---|---|---|
5.0000 | 20.53 | |
0.2174 | 17.47 | |
0.8088 | 136.02 | |
-0.1544 | -8.90 |
Estimation Period:
Jan 2, 2008 to Oct 10, 2025
Jan 2, 2008 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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